The Final Dream is the final location (excluding the Secret Ending) that Madotsuki will visit in the game. It consists of a large building with a handful of doors, the roof of said building, floating platforms, and the Nexus. The majority of the doors within the complex are locked, but three of them can be opened. One contains a bed with concept art beneath it, another contains the Rusty Key, and the last contains the symbol required to access the Secret Ending.
Throughout her escape from the dream, Madotsuki will occasionally be chased by the Shadow Monster that was seen previously in the Dark Alley.